+193.4%
B vs BWA
+142.9%
+50.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | +2.3% | +4.3% | -2.0% | +1.8% |
| 30D | +1.4% | -2.9% | +4.2% | +1.6% |
| 3M | +12.2% | -12.4% | +24.6% | +13.8% |
| 6M | -2.1% | +28.6% | -30.7% | -4.5% |
| YTD | +2.9% | +48.2% | -45.3% | -1.1% |
| 1Y | +55.3% | +50.9% | +4.4% | +49.0% |
| 3Y | +198.7% | +72.2% | +126.5% | +180.6% |
| 5Y | +153.8% | +91.1% | +62.7% | +135.3% |
| 10Y | +193.4% | +144.0% | +49.4% | +166.7% |
| All | +193.4% | +142.9% | +50.5% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling